+74.2%
OTIS vs WING
+158.5%
-84.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.3% |
| 7D | -0.7% | -3.9% | +3.1% | -0.3% |
| 30D | -2.0% | -11.6% | +9.6% | -0.8% |
| 3M | +2.6% | -24.2% | +26.8% | +5.3% |
| 6M | -20.9% | -54.1% | +33.1% | -14.3% |
| YTD | -17.1% | -53.9% | +36.8% | -10.8% |
| 1Y | -15.9% | -64.4% | +48.5% | -7.1% |
| 3Y | -12.7% | -30.2% | +17.5% | -14.7% |
| 5Y | -15.7% | -34.1% | +18.4% | -21.1% |
| All | +74.2% | +158.5% | -84.2% | +99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WING wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling